| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,097.75 |
1,110.00 |
12.25 |
1.1% |
1,094.50 |
| High |
1,105.75 |
1,119.00 |
13.25 |
1.2% |
1,107.00 |
| Low |
1,095.50 |
1,108.00 |
12.50 |
1.1% |
1,081.75 |
| Close |
1,105.00 |
1,116.25 |
11.25 |
1.0% |
1,105.00 |
| Range |
10.25 |
11.00 |
0.75 |
7.3% |
25.25 |
| ATR |
18.87 |
18.52 |
-0.35 |
-1.8% |
0.00 |
| Volume |
1,530,259 |
1,981,938 |
451,679 |
29.5% |
3,026,516 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.50 |
1,142.75 |
1,122.25 |
|
| R3 |
1,136.50 |
1,131.75 |
1,119.25 |
|
| R2 |
1,125.50 |
1,125.50 |
1,118.25 |
|
| R1 |
1,120.75 |
1,120.75 |
1,117.25 |
1,123.00 |
| PP |
1,114.50 |
1,114.50 |
1,114.50 |
1,115.50 |
| S1 |
1,109.75 |
1,109.75 |
1,115.25 |
1,112.00 |
| S2 |
1,103.50 |
1,103.50 |
1,114.25 |
|
| S3 |
1,092.50 |
1,098.75 |
1,113.25 |
|
| S4 |
1,081.50 |
1,087.75 |
1,110.25 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.75 |
1,164.50 |
1,119.00 |
|
| R3 |
1,148.50 |
1,139.25 |
1,112.00 |
|
| R2 |
1,123.25 |
1,123.25 |
1,109.75 |
|
| R1 |
1,114.00 |
1,114.00 |
1,107.25 |
1,118.50 |
| PP |
1,098.00 |
1,098.00 |
1,098.00 |
1,100.25 |
| S1 |
1,088.75 |
1,088.75 |
1,102.75 |
1,093.50 |
| S2 |
1,072.75 |
1,072.75 |
1,100.25 |
|
| S3 |
1,047.50 |
1,063.50 |
1,098.00 |
|
| S4 |
1,022.25 |
1,038.25 |
1,091.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,119.00 |
1,081.75 |
37.25 |
3.3% |
14.00 |
1.2% |
93% |
True |
False |
1,001,690 |
| 10 |
1,119.00 |
1,032.75 |
86.25 |
7.7% |
17.75 |
1.6% |
97% |
True |
False |
508,034 |
| 20 |
1,119.00 |
1,032.50 |
86.50 |
7.7% |
18.50 |
1.7% |
97% |
True |
False |
257,088 |
| 40 |
1,122.50 |
1,032.50 |
90.00 |
8.1% |
18.75 |
1.7% |
93% |
False |
False |
130,281 |
| 60 |
1,125.00 |
998.75 |
126.25 |
11.3% |
20.00 |
1.8% |
93% |
False |
False |
87,424 |
| 80 |
1,125.00 |
998.75 |
126.25 |
11.3% |
21.75 |
1.9% |
93% |
False |
False |
65,601 |
| 100 |
1,208.00 |
998.75 |
209.25 |
18.7% |
22.75 |
2.0% |
56% |
False |
False |
52,513 |
| 120 |
1,208.00 |
998.75 |
209.25 |
18.7% |
20.75 |
1.9% |
56% |
False |
False |
43,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,165.75 |
|
2.618 |
1,147.75 |
|
1.618 |
1,136.75 |
|
1.000 |
1,130.00 |
|
0.618 |
1,125.75 |
|
HIGH |
1,119.00 |
|
0.618 |
1,114.75 |
|
0.500 |
1,113.50 |
|
0.382 |
1,112.25 |
|
LOW |
1,108.00 |
|
0.618 |
1,101.25 |
|
1.000 |
1,097.00 |
|
1.618 |
1,090.25 |
|
2.618 |
1,079.25 |
|
4.250 |
1,061.25 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.25 |
1,112.75 |
| PP |
1,114.50 |
1,109.00 |
| S1 |
1,113.50 |
1,105.50 |
|